Uniqueness for a class of one-dimensional stochastic PDEs using moment duality
Uniqueness for a class of one-dimensional stochastic PDEs using moment duality
复制标题
使用矩对偶性的一类一维随机偏微分方程的唯一性
DOI：
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发表时间：
1999
期刊：
影响因子：
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通讯作者：
R. Tribe
中科院分区：
文献类型：
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作者：
S. Athreya;R. Tribe
建立了一类一维抛物型随机偏微分方程有界解的矩的对偶关系。该方程由乘性时空白色噪声驱动，具有非Lipschitz乘性泛函。对偶过程是一个分支布朗粒子系统。同样的方法也可以用来证明一类非Lipschitz有限维随机微分方程的唯一律。
We establish a duality relation for the moments of bounded solutions to a class of one-dimensional parabolic stochastic partial differential equations. The equations are driven by multiplicative space-time white noise, with a non-Lipschitz multiplicative functional. The dual process is a system of branching Brownian particles. The same method can be applied to show uniqueness in law for a class of non-Lipschitz finite dimensional stochastic differential equations.